{
  "strategy": {
    "cumulative_return": 0.35112748563653895,
    "annual_return": 0.05133128315733071,
    "max_drawdown": -0.40054879649731157,
    "annual_volatility": 0.21732260741906997,
    "sharpe": 0.23619854265022228,
    "calmar": 0.12815238394474926
  },
  "chinext50": {
    "cumulative_return": 1.1942939546082907,
    "annual_return": 0.1396456291841799,
    "max_drawdown": -0.5947764201831929,
    "annual_volatility": 0.317640939574171,
    "sharpe": 0.43963359814823816,
    "calmar": 0.23478676094988538
  },
  "hs300": {
    "cumulative_return": 0.08402374663744072,
    "annual_return": 0.013510460355648846,
    "max_drawdown": -0.45602577259234156,
    "annual_volatility": 0.18812904746838646,
    "sharpe": 0.07181485548061985,
    "calmar": 0.029626528077232928
  },
  "sse50": {
    "cumulative_return": -0.07593969744255902,
    "annual_return": -0.013051013042608806,
    "max_drawdown": -0.4540787830796844,
    "annual_volatility": 0.18215358160920625,
    "sharpe": -0.0716484020095117,
    "calmar": -0.028741737180700947
  },
  "star50": {
    "cumulative_return": 0.2562099999999936,
    "annual_return": 0.03867022130060227,
    "max_drawdown": -0.6265694142789134,
    "annual_volatility": 0.3224583669294269,
    "sharpe": 0.1199231444010433,
    "calmar": 0.061717377866434546
  },
  "equal_weight": {
    "cumulative_return": 0.3522038572560984,
    "annual_return": 0.051470550482970445,
    "max_drawdown": -0.4951114680294503,
    "annual_volatility": 0.22844611259290495,
    "sharpe": 0.2253071846956393,
    "calmar": 0.10395750009149227
  }
}